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Estimation and Inference in Parametric Stochastic Frontier Models: A SAS/IML Procedure for a Bootstrap Method

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  • Sylvie Tchumtchoua

    ()
    (University of Connecticut)

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    Abstract

    Parametric Stochastic Frontier Models are widely used in productivity analysis and are commonly estimated using FRONTIER, STATA or LIMDEP packages, which only provide point estimates for firm-specific technical efficiency. Confidence intervals for technical efficiencies with superior coverage properties than those offered by the Horrace and Schmidt (1996) method may be computed using the Bootstrap method introduced by Simar and Wilson (2005). To facilitate these calculations, we propose a SAS/IML procedure, which computes these confidence intervals for stochastic frontier models with or without inefficiency effects. We apply the program to estimating supermarket-specific technical efficiency in the U.S. Results indicates that the program works very well and produce narrower confidence intervals than those obtain using Horrace and Schmidt (1996) method.

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    Bibliographic Info

    Paper provided by University of Connecticut, Department of Agricultural and Resource Economics, Charles J. Zwick Center for Food and Resource Policy in its series Food Marketing Policy Center Research Reports with number 095.

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    Length: 27 pages
    Date of creation: Aug 2006
    Date of revision:
    Handle: RePEc:zwi:fpcrep:095

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